Related papers: Backward and forward filtering under the weak H\"o…
In this work, we study the numerical approximation of a class of singular fully coupled forward backward stochastic differential equations. These equations have a degenerate forward component and non-smooth terminal condition. They are…
In this paper, we present local H\"older estimates for the degenerate Keller-Segel system \eqref{eq-cases-aligned-main-problem-of-Keller-Segel-System} below in the range of $m>1$ and $q>1$ before a blow-up of solutions. To deal with…
In this article, we study the stochastic aggregation-diffusion equation with a singular drift represented by a monotone radial kernel. We demonstrate the existence and uniqueness of a diffusion process that acts as a weak solution to our…
The purpose of this note is to prove the existence of a conformal scattering operator for the cubic defocusing wave equation on a non-stationary background. The proof essentially relies on solving the characteristic initial value problem by…
Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accurate filtering in complex dynamical systems, such as those…
We substantially improve in two scenarios the current state-of-the-art modulus of continuity for weak solutions to the $N$-dimensional, two-phase Stefan problem featuring a $p-$degenerate diffusion: for $p=N\geq 3$, we sharpen it to $$…
We obtain a reverse H\"older inequality for the eigenfuctions of the Schr\"odinger operator with slowly decaying potentials. The class of potentials includes singular potentials which decay like $|x|^{-\alpha}$ with $0<\alpha<2$, in…
We study the regularity and uniqueness of weak solutions of a degenerate parabolic equation, arising as the limit of a stochastic lattice model of self-propelled particles. The angle-average of the solution appears as a coefficient in the…
This work investigates both direct and inverse problems of the variable-exponent sub-diffusion model, which attracts increasing attentions in both practical applications and theoretical aspects. Based on the perturbation method, which…
Optical diffraction tomography relies on solving an inverse scattering problem governed by the wave equation. Classical reconstruction algorithms are based on linear approximations of the forward model (Born or Rytov), which limits their…
Given a Hilbert space, we investigate the well-posedness of the Cauchy problem for the wave equation for operators with discrete non-negative spectrum acting on it. We consider the cases when the time-dependent propagation speed is regular,…
In this article, the two filter formula is re-examined in the setting of partially observed Gauss--Markov models. It is traditionally formulated as a filter running backward in time, where the Gaussian density is parametrized in…
I calculate the limitations on the widely-used forward-only (uni-directional) propagation assumption by considering the effects of transverse effects (e.g. diffraction). The starting point is the scalar second order wave equation, and…
This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…
For any \theta<1/10 we construct periodic weak solutions of the incompressible Euler equations which dissipate the total kinetic energy and are H\"older-continuous with exponent \theta. A famous conjecture of Onsager states the existence of…
We propose a primal-dual backward reflected forward splitting method for solving structured primal-dual monotone inclusion in real Hilbert space. The algorithm allows to use the inexact computations of the Lipschitzian and cocoercive…
We study the inverse problem of recovering the order and the diffusion coefficient of an elliptic fractional partial differential equation from a finite number of noisy observations of the solution. We work in a Bayesian framework and show…
We study some non-parabolic diffusion problems in one-space dimension, where the diffusion flux exhibits forward and backward nature of the Perona-Malik, H\"ollig or non-Fourier type. Classical weak solutions to such problems are…
We show that locally bounded, local weak solutions to certain nonlocal, nonlinear diffusion equations modeled on the fractional porous media and fast diffusion equations given by \begin{align*} \partial_t u + (-\Delta)^s(|u|^{m-1}u) = 0…
Perturbative partial-wave amplitudes diverge in cases with a massless exchanged particle in the $t$-channel. We argue that the divergence is an artifact of perturbation theory and give a prescription for the all-orders correction factor…